An Introduction to Generalized Linear Models, Third Edition

Abstract

Introduces GLMs in a way that enables readers to understand the unifying structure that underpins them.

Discusses common concepts and principles of advanced GLMs, including nominal and ordinal regression, survival analysis, and longitudinal analysis.

Connects Bayesian analysis and MCMC methods to fit GLMs.

Contains numerous examples from business, medicine, engineering, and the social sciences.

Provides the example code for R, Stata, and WinBUGS to encourage implementation of the methods.

Offers the data sets and solutions to the exercises online.

Continuing to emphasize numerical and graphical methods, An Introduction to Generalized Linear Models, Third Edition provides a cohesive framework for statistical modeling. This new edition of a bestseller has been updated with Stata, R, and WinBUGS code as well as three new chapters on Bayesian analysis. Like its predecessor, this edition presents the theoretical background of generalized linear models (GLMs) before focusing on methods for analyzing particular kinds of data. It covers normal, Poisson, and binomial distributions; linear regression models; classical estimation and model fitting methods; and frequentist methods of statistical inference. After forming this foundation, the authors explore multiple linear regression, analysis of variance (ANOVA), logistic regression, log-linear models, survival analysis, multilevel modeling, Bayesian models, and Markov chain Monte Carlo (MCMC) methods.

Using popular statistical software programs, this concise and accessible text illustrates practical approaches to estimation, model fitting, and model comparisons. It includes examples and exercises with complete data sets for nearly all the models covered.

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